159 resultados para TSALLIS ENTROPY


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This work studies the dynamical behavior of breathers in a single nonlinear lattice under the influence of energy changes. To create the breather we used the anti-continuous limit and studied its stability through the Floquet theory. Using the information entropy we calculated the effective number of oscillators with significant energy and determined if there is or not the formation of a spatially localized structure.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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All possible Bogoliubov operators that generate the thermal transformations in thermo field dynamics form an SU(1,1) group. We discuss this construction in the bosonic string theory. In particular, the transformation of the Fock space and string operators generated by the most general SU(1,1) unitary Bogoliubov transformation and the entropy of the corresponding thermal string are computed. Also, we construct the thermal D-brane generated by the SU(1,1) transformation in a constant Kalb-Ramond field and compute its entropy.

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There is a remarkable connection between the number of quantum states of conformal theories and the sequence of dimensions of Lie algebras. In this paper, we explore this connection by computing the asymptotic expansion of the elliptic genus and the microscopic entropy of black holes associated with (supersymmetric) sigma models. The new features of these results are the appearance of correct prefactors in the state density expansion and in the coefficient of the logarithmic correction to the entropy.

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Bosonic boundary states at finite temperature are constructed as solutions of boundary conditions at T not equal0 for bosonic open strings with a constant gauge field F-ab coupled to the boundary. The construction is done in the framework of ther-mo field dynamics where a thermal Bogoliubov transformation maps states and operators to finite temperature. Boundary states are given in terms of states from the direct product space between the Fock space of the closed string and another identical copy of it. By analogy with zero temperature, the boundary states have the interpretation of Dp-branes at finite temperature. The boundary conditions admit two different solutions. The entropy of the closed string in a Dp-brane state is computed and analyzed. It is interpreted as the entropy of the Dp-brane at finite temperature.

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We propose a simple quantum field theoretical toy model for black-hole evaporation and study the backreaction of Hawking radiation onto the classical background. It turns out that the horizon is also pushed back in this situation (i.e., the interior region shrinks) though this backreaction is not caused by energy conservation but by momentum balance. The effective heat capacity and induced entropy variation can have both signs-depending on the parameters of the model.

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Using a kink of arbitrary shape as a toy model for a black hole ( horizon), we study the back-reaction of the evaporation process and find that the horizon is always pushed back ( as in the gravitational case). The associated heat capacity and entropy variation, on the other hand, can be positive or negative, depending on the parameters.

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In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The number of citations of a scientific publication or of an individual scientist has become an important factor of quality assessment in science. We report a study of the statistical distribution of the citation index of both scientific publications and scientists. We give numerical evidence that Tsallis (power law) statistics explains the entire distribution over eight orders of magnitude (10-4 to 10(4)). Also, we draw Zipf plots in order to analyze the statistical distribution of the citation index of Brazilian and international physicists and chemists. The relatively small group of Brazilian scientists seems more adequate to explain the dynamics of the citation index. In this case, we find that the distribution of the citation index can also be explained by a gradually truncated power law with similar parameters. We finally discuss possible mechanisms behind the citation index of scientists and scientific publications.